Pages that link to "Item:Q5743151"
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The following pages link to Large Covariance Estimation by Thresholding Principal Orthogonal Complements (Q5743151):
Displaying 50 items.
- Sufficient forecasting using factor models (Q75240) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Autoregressive models for matrix-valued time series (Q109413) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Projected estimation for large-dimensional matrix factor models (Q159941) (← links)
- Direct shrinkage estimation of large dimensional precision matrix (Q268760) (← links)
- Regularization for high-dimensional covariance matrix (Q287603) (← links)
- Robust inference of risks of large portfolios (Q308377) (← links)
- Linear shrinkage estimation of large covariance matrices using factor models (Q321913) (← links)
- Sparse PCA-based on high-dimensional Itô processes with measurement errors (Q321930) (← links)
- On the strong convergence of the optimal linear shrinkage estimator for large dimensional covariance matrix (Q458655) (← links)
- High dimensional mean-variance optimization through factor analysis (Q476227) (← links)
- Risks of large portfolios (Q494174) (← links)
- Determining the number of factors when the number of factors can increase with sample size (Q506051) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
- On-line control of false discovery rates for multiple datastreams (Q680387) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
- Testing of high dimensional mean vectors via approximate factor model (Q897642) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- Estimating large correlation matrices for international migration (Q1624816) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← links)
- On the systematic and idiosyncratic volatility with large panel high-frequency data (Q1650070) (← links)
- Transformed contribution ratio test for the number of factors in static approximate factor models (Q1654280) (← links)
- Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856) (← links)
- A generalized likelihood ratio test for normal mean when \(p\) is greater than \(n\) (Q1659185) (← links)
- Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions (Q1659485) (← links)
- Estimating large covariance matrix with network topology for high-dimensional biomedical data (Q1663109) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- Generalized dynamic factor models and volatilities: estimation and forecasting (Q1676377) (← links)
- Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
- A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models (Q1698844) (← links)
- Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data (Q1706445) (← links)
- Heterogeneity adjustment with applications to graphical model inference (Q1711558) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Large-dimensional factor modeling based on high-frequency observations (Q1739630) (← links)
- Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
- Factor models for matrix-valued high-dimensional time series (Q1739643) (← links)
- Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction (Q1739867) (← links)
- Structured volatility matrix estimation for non-synchronized high-frequency financial data (Q1740273) (← links)
- Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
- Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
- Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
